Cayenne is a hot pepper plant. A cayenne is related to a green bell pepper, but it's much spicier.
Most cayenne is eaten as a spice — seeds from the plant are dried and ground, then judiciously sprinkled in dishes like chili and Buffalo wings. In its dry form, cayenne is a bright red powder. The word cayennne was mistakenly associated with the capital of French Guiana, Cayenne, though there's actually no relation between the place and the plant. Instead, the root is the Tupi word kyynha.